Isotonic Maximum Likelihood Estimation for the Change Point of a Hazard

نویسنده

  • STEVEN N. MacEACHERN
چکیده

A hazard rate λ(t) is assumed to be of the shape of the “first” part of a “bathtub” model, i.e., λ(t) is non-increasing for t < τ and is constant for t ≥ τ . The isotonic maximum likelihood estimator of the hazard rate is obtained and its asymptotic distribution is investigated. This leads to the maximum likelihood estimator and a confidence interval for a new version of the change point parameter. Their asymptotic properties are investigated. Some simulations are reported.

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تاریخ انتشار 2002